Chinese Environmental Governance and Global Clean Energy Risk Transmission (2015–2024)

Daily financial time-series data from 2015 to 2024 covering six Chinese environmental governance equity indices, a Green Power Research and Development index, and the S&P Global Clean Energy Index. The dataset was created by Ke Peng and uploaded to figshare in 2026. It supports analysis of risk transmission across the policy-innovation-energy nexus using a factor-purged Quantile VAR connectedness framework.

Use Cases

• Modeling systemic risk transmission based on quantile connectedness between environmental governance and clean energy assets.
• Analyzing state-dependent shock transmission roles based on market conditions (lower tail, median, upper tail).
• Assessing the safe-haven function of global clean energy indices during extreme market states.
• Designing tail-aware portfolios based on the shifting roles of green innovation as shock absorber or transmitter.

Strengths

• Covers a nine-year daily time series from 2015 to 2024.
• Includes eight distinct financial indices, specifically six Chinese environmental governance equity indices, a Green Power R&D index, and the S&P Global Clean Energy Index.
• The dataset is 52.1 MB in size and is available under a permissive CC-BY-4.0 license.

Limitations

• Column-level documentation is absent; field semantics must be inferred after download.
• Row count is unknown, which may limit suitability assessment for specific modeling tasks.
• The dataset consists of PDF, PNG, and DOCX files; the raw underlying data tables may not be directly accessible.

Provenance

Source

figshare

Collection Method

Likely compiled from financial market data sources for the described academic study.

Time Range

2015–2024

Freshness

Last updated 2026-05-25 08:42:04; freshness should be verified.

Geography

Primarily China, with a global component via the S&P Global Clean Energy Index.